The shirt, wig and shoes are the same ones I used/made for Arya's King's Landing outfit.

The dress was made out of linen and the sleeves are fully lined in faux fur.

I can't remember what the cloak was made out of. The faux fur at the top of it was dyed and was pinned down using safety pins. The brown strips were made out of leather and then snap together at the back.

Personal Thoughts:

I was originally only going to make Arya's King's Landing outfit, but a friend of mine wanted to cosplay Jon and do a winter shoot. I thought this would be more weather appropriate and would match better with her. That, and I wanted to make a cloak, lol.